VP Exposure Management recruitment
You will be responsible for counterparty risk quantification on all asset classes, calibration of model parameters, production of backtesting, participating in various strategic initiatives, etc.You will has excellent academics in mathematical finance, financial engineering or equivalent, experience working in a top tier financial institution, understanding of both market and credit risk and strong knowledge of derivatives from risk perspective.For further information, please contact Ivana Nestorova on ivana.nestorova@eamesconsulting.com or 02070923292 Read more […]
VP Exposure Management recruitment
VP Exposure Management Tier 1 Investment Bank seeks candidates with excellent derivatives product knowledge and experience analysing exposure profiles to join their credit risk team. This is an excellent opportunity for candidates who are seeking a quantitative step up as you will gain exposure to a variety of quantitative and risk models. The main responsibilities of this role include: • Back Testing process, that consists of responsibility for: o carrying out all data preparation steps (including data quality) required to generate inputs for the simulation engine (EAGLE), o carrying out periodic Read more […]